Speaker: Jean-Marc Mercier (Dr., Head of R&D of MPG Partners)

Date / Time: Tuesday, June 25, 2024 / 15:40

Place: Online Participation (please self-register first)

Abstract: In this seminar, we will present and illustrate a few fields of application of the kernel methods: partial differential equations, statistics, machine learning (supervised learning, clustering, generative methods, reinforcement learning). We will discuss the advantages, the problems encountered and the state of the art of these methods.

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    Biography

    Jean-Marc Mercier is the head of R&D of MPG-Partners, a French, consulting firm operating in the industrial finance sector, specialized in risk management. Dr. Mercier is a mathematician, software developer, business analyst consultant, having more than 20 years R&D experience as quantitative analyst. He has a PhD in Applied Mathematics from Bordeaux University. Having his PhD, Jean-Marc started a public researcher carrier (European Research Program), before turning to private R&D, mathematical finance. Dr. Mercier also started in 2005 a research program of his own, concerning the curse of dimensionality. This led him to develop a framework using Reproducing Kernel Hilbert Space Methods, which is used today in his company as the foundation of several applications in mathematical finance.